Juan Manuel Peña

2papers

2 Papers

NASep 18, 2014
Decomposition of tensors

Juan Manuel Peña, Tomas Sauer

We consider representations of tensors as sums of decomposable tensors or, equivalently, decomposition of multilinear forms into one--forms. In this short note we show that there exists a particular finite strongly orthogonal decomposition which is essentially unique and yields all critical points of the multilinear form on the torus. In particular, this determines exactly the number of critical points of the multilinear form, giving an affirmative answer to a finiteness conjecture by Friedland.

NASep 10, 2018
SVD update methods for large matrices and applications

Juan Manuel Peña, Tomas Sauer

We consider the problem of updating the SVD when augmenting a "tall thin" matrix, i.e., a rectangular matrix $A \in \RR^{m \times n}$ with $m \gg n$. Supposing that an SVD of $A$ is already known, and given a matrix $B \in \RR^{m \times n'}$, we derive an efficient method to compute and efficiently store the SVD of the augmented matrix $[ A B ] \in \RR^{m \times (n+n')}$. This is an important tool for two types of applications: in the context of principal component analysis, the dominant left singular vectors provided by this decomposition form an orthonormal basis for the best linear subspace of a given dimension, while from the right singular vectors one can extract an orthonormal basis of the kernel of the matrix. We also describe two concrete applications of these concepts which motivated the development of our method and to which it is very well adapted.